Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 55.371273 61.582111 68.631334 77.321374 87.885028 100.499734 117.006183
2025-01-26 48.888631 57.406464 67.995095 82.522270 102.633591 130.714220 175.514909
2025-02-02 45.444750 55.390252 68.577149 88.194148 118.402288 166.987258 262.189518
2025-02-09 41.872468 52.359605 66.908805 89.882423 128.340478 198.142836 365.390487
2025-02-16 38.552933 49.108112 64.246708 89.260508 134.022992 224.164500 487.178144
2025-02-23 35.897333 46.426934 61.953647 88.627711 139.296610 251.977675 659.747800
2025-03-02 33.324647 43.577687 59.006794 86.297916 140.593536 271.598106 852.309072
2025-03-09 31.275955 41.308043 56.686437 84.634258 142.748756 294.965138 1149.112167
2025-03-16 28.959314 38.448754 53.138064 80.223337 137.923327 296.301896 1331.857573
2025-03-23 28.394893 38.221316 53.831260 83.762420 151.959739 366.880108 2846.975625
2025-03-30 27.108195 36.761696 52.315155 82.794814 154.985093 402.805870 5113.655148
2025-04-06 25.841817 35.249243 50.576019 81.138629 155.853118 431.917224 10123.291377
2025-04-13 24.224456 33.149434 47.780089 77.239352 150.561185 433.476224 17122.327331
2025-04-20 24.088813 33.440562 49.202293 82.384378 172.305730 606.217296 NaN
2025-04-27 23.983988 33.765371 50.710159 88.039105 198.919852 909.792416 NaN
2025-05-04 23.373271 33.190937 50.491488 89.722599 213.637167 1208.037627 NaN
2025-05-11 22.548064 32.195801 49.384154 89.102423 219.856219 1466.185638 NaN
2025-05-18 21.788938 31.270354 48.334948 88.471391 225.979352 1805.205991 NaN
2025-05-25 20.908917 30.088807 46.700830 86.148030 224.297379 2001.024373 NaN
2025-06-01 20.159898 29.102012 45.386179 84.488906 225.048365 2316.911717 NaN
2025-06-08 19.179188 27.668009 43.106124 80.089757 212.295487 2117.325863 NaN
2025-06-15 19.049140 27.730490 43.810825 83.619424 237.631157 4039.046167 NaN
2025-06-22 18.497030 27.012494 42.887939 82.654415 241.081770 5305.834466 NaN